Tag Archives: Market Inefficiency

Here are some limited examples of market inefficiency with Matlab M script source code

Here are some limited examples of market inefficiency with Matlab M script source code

There are some limited examples of market inefficiency with Matlab M script source code:

https://www.google.ca/url?sa=t&rct=j&q=&esrc=s&source=web&cd=15&cad=rja&uact=8&ved=0CEEQFjAEOAo&url=http%3A%2F%2Fwww.centerforpbbefr.rutgers.edu%2FJan11-2008%2520papers%2F7-2.doc&ei=PzZVU_-mJKyA2QWU4YCIDA&usg=AFQjCNF0b1YXvZ76jD4YJFx9GurGNaEEJg&bvm=bv.65177938,d.b2I

http://www.mathworks.com/matlabcentral/fileexchange/9264-weak-form-market-efficiency-tests <– best example but still focus on cointegration with equity against a future (this seems to be the only valid arbitrage strategy unless you want a specific mutual fund for this) JUST functions with no test client code

http://erasmus-mundus.univ-paris1.fr/fichiers_etudiants/6267_dissertation.pdf

Do Dark Pools Harm Price Discovery? http://www.mit.edu/~zhuh/Zhu.html <– no practical for trading but useful for those who want to know

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R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo

This has been posted in the PremiumMembership section. This saves people tonnes of time which R script works and which ones don’t. Also, there will be a R source code walkthrough of each coming over the next few weeks.

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Learn Random walk theory for market inefficiency

Learn Random walk theory for market inefficiency
Get more details here to get access to the course and other huge benefits including High Frequency Trading platform building, QuantLibXL analysis, Matlab, etc. http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/
Thanks for reading Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different type of returns

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different  type of returns

Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course:

Maximize number of Intraday Sharpe Ratio

Random walk theory for market inefficiency

Cointegration based test on Market efficiency

Simple returns, log returns and average returns

Get more details here to get access to the course and other huge benefits including High Frequency Trading platform building, QuantLibXL analysis, Matlab, etc.

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

Thanks for reading

Bryan

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!